NEW YORK--(BUSINESS WIRE)--
      The Board of Directors of Annaly Capital Management, Inc. (NYSE: NLY)
      declared the third quarter 2012 common stock cash dividend of $0.50 per
      common share. This dividend is payable October 29, 2012, to common
      shareholders of record on October 1, 2012. The ex-dividend date is
      September 27, 2012.
    
    
      The Company distributes dividends based on its current estimate of
      taxable earnings per common share, not GAAP earnings. Taxable and GAAP
      earnings will typically differ due to items such as unrealized and
      realized gains and losses, differences in premium amortization and
      discount accretion, and non-deductible general and administrative
      expenses.
    
    
      Dividends may be reinvested through the Company's Dividend Reinvestment
      and Share Purchase Plan. Plan information may be obtained from the Plan
      Administrator, Computershare at 1-866-353-7849, at www.annaly.com,
      or by contacting the Company.
    
    
      Annaly manages assets on behalf of institutional and individual
      investors worldwide. The Company’s principal business objective is to
      generate net income for distribution to investors from its investment
      securities and from dividends it receives from its subsidiaries. Annaly
      is a Maryland corporation that has elected to be taxed as a real estate
      investment trust (“REIT”).
    
    
      This news release and our public documents to which we refer contain or
      incorporate by reference certain forward-looking statements within the
      meaning of Section 27A of the Securities Act of 1933, as amended, and
      Section 21E of the Securities Exchange Act of 1934, as amended.
      Forward-looking statements which are based on various assumptions (some
      of which are beyond our control) may be identified by reference to a
      future period or periods or by the use of forward-looking terminology,
      such as "may," "will," "believe," "expect," "anticipate," "continue," or
      similar terms or variations on those terms or the negative of those
      terms. Actual results could differ materially from those set forth in
      forward-looking statements due to a variety of factors, including, but
      not limited to, changes in interest rates, changes in the yield curve,
      changes in prepayment rates, the availability of mortgage-backed
      securities for purchase, the availability of financing and, if
      available, the terms of any financing, changes in the market value of
      our assets, changes in business conditions and the general economy, our
      ability to consummate any contemplated investment opportunities, changes
      in government regulations affecting our business, our ability to
      maintain our qualification as a REIT for federal income tax purposes,
      our ability to maintain an exemption from registration under the
      Investment Company Act of 1940, risks associated with the broker-dealer
      business of our subsidiary, as well as risks associated with the
      investment advisory business of our subsidiaries, including the removal
      by clients of assets they manage, their regulatory requirements and
      competition in the investment advisory business. For a discussion of the
      risks and uncertainties which could cause actual results to differ from
      those contained in the forward-looking statements, see "Risk Factors" in
      our most recent Annual Report on Form 10-K and any subsequent Quarterly
      Reports on Form 10-Q. We do not undertake, and specifically disclaim any
      obligation, to publicly release the result of any revisions which may be
      made to any forward-looking statements to reflect the occurrence of
      anticipated or unanticipated events or circumstances after the date of
      such statements.
    
 
    
      Annaly Capital Management, Inc.
Investor Relations, 1-888-8Annaly
www.annaly.com
    
Source: Annaly Capital Management, Inc.